+53.9%
BEN vs ES
+82.6%
-28.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | +12.2% | -0.1% | +12.3% | +12.1% |
| 30D | +12.1% | +5.7% | +6.4% | +9.3% |
| 3M | +7.3% | -2.8% | +10.1% | +8.2% |
| 6M | +17.9% | +7.0% | +10.9% | +13.9% |
| YTD | +55.4% | +6.8% | +48.7% | +49.3% |
| 1Y | +69.3% | -0.5% | +69.8% | +66.6% |
| 3Y | +82.8% | +47.2% | +35.7% | +47.1% |
| 5Y | +28.8% | +2.3% | +26.5% | +21.6% |
| 10Y | +53.9% | +85.6% | -31.8% | +37.4% |
| All | +53.9% | +82.6% | -28.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling